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Asymptotic Stochastics: An Introduction with a View towards Statistics by Henze, Norbert

Asymptotic Stochastics: An Introduction with a View towards Statistics

by Henze , Norbert
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Book cover type: Paperback
  • ISBN13: 9783662689226
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer Verlag
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 488
  • Original Price: EUR 54.99
  • Language: English
  • Edition: N/A
  • Item Weight: 772 grams
  • BISAC Subject(s): Probability & Statistics / General

From the Back Cover

This textbook, which is based on the second edition of a book that has been previously published in German language, provides a comprehension-oriented introduction to asymptotic stochastics. It is aimed at the beginning of a master's degree course in mathematics and covers the material that can be taught in a four-hour lecture with two-hour exercises. Individual chapters are also suitable for seminars at the end of a bachelor's degree course.

In addition to more basic topics such as the method of moments in connection with the convergence in distribution or the multivariate central limit theorem and the delta method, the book covers limit theorems for U-statistics, the Wiener process and Donsker's theorem, as well as the Brownian bridge, with applications to statistics. It concludes with a central limit theorem for triangular arrays of Hilbert space-valued random elements with applications to weighted L² statistics.

The book is deliberately designed for self-study. It contains 138 self-questions, which are answered at the end of each chapter, as well as 194 exercises with solutions.

The Author
Norbert Henze is a retired professor of stochastics at the Karlsruhe Institute of Technology (KIT). He was awarded the Ars legendi Faculty Prize 2014 for excellent university teaching in mathematics.


This book is a translation of an original German edition. The translation was done with the help of artificial intelligence (machine translation by the service DeepL.com). A subsequent human revision was done primarily in terms of content, so that the book will read stylistically differently from a conventional translation.

Norbert Henze is a retired professor of stochastics at the Karlsruhe Institute of Technology (KIT). He was awarded the Ars legendi Faculty Prize 2014 for excellent university teaching in mathematics.

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